厦门大学随机过程
课件讲义
本帖隐藏的内容
厦门大学随机过程2.rar
(1.72 MB)
本附件包括:- SDE_addedHW.pdf
- SDE_CIR.pdf
- Sol_hw2.pdf
- Stochastic_Process_syllabus2009.pdf
- Stylized+Facts+of+Financial+Data.ppt
- 随机HW3.xls
- binominal.xls
- Example_lecture_1Question.doc
- financial_innovation_Tufano.pdf
- HW0.pdf
- hw2.pdf
- hw3.pdf
- hw4.pdf
- hw5.pdf
- hw6.pdf
- hw7.pdf
- proof+of+girsanov.pdf
厦门大学随机过程1.rar
(1.35 MB, 需要: 1 个论坛币)
本附件包括:- Lecture_9_added_Proof_of_Girsanov_Theorem.pdf
- Lecture_9_EMPT.pdf
- Lecture_9_EMPT_added.pdf
- Lecture_9_EMPT_added2.pdf
- Lecture_9_EMPT_added3.pdf
- Lecture_10_EMPA.pdf
- Lecture9_added4.pdf
- Lecture10_added.pdf
- Lecture_1_added.pdf
- Lecture_1_new.pdf
- Lecture_2_added.pdf
- Lecture_2_appendix.pdf
- Lecture_2随机微积分介绍.pdf
- Lecture_3_a.pdf
- Lecture_3Jump_simulation.xls
- Lecture_3一些重要的随机过程.pdf
- Lecture_4随机伊藤过程.pdf
- Lecture_4随机伊藤过程_add.pdf
- Lecture_5伊藤定理.pdf
- Lecture_6_BS模型.pdf
- Lecture_7_SDE.pdf
- Lecture_8_martingale.pdf
- Lecture_8_martingale_added.pdf


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